Thanks for all the suggestions, I figure out was happening. In R we were
training with all the data(train and test) and later evaluating on test :)
Sorry. Now the results are very similar(0.73 vs 0.74).
Andy, for the results I am using clf.predict_proba.

Thanks.

El 06/10/14 20:13, "Andy" <[email protected]> escribió:

>Hi Zoraida.
>
>I am not expert in R glms but I think the glm call just does logistic
>regression.
>For the binary case, this is the same as
>sklearn.linear_model.LogisticRegression.
>
>Just a wild guess: Did you use clf.decision function results as input to
>roc_auc_score?
>If you use clf.predict results, you score will be much lower than it
>should be.
>In newer versions of scikit-learn, this is done automatically if you use
>GridSearchCV or cross_val_score
>for scoring your model and you use the "scoring" parameter.
>
>I don't understand the last part of your question. What do you find hard
>to follow with scikit-learn?
>Indeed, the implementation of LogisticRegression is a bit tricky as it
>calls LibLinear, but I'm not sure you are asking about the code.
>
>Cheers,
>Andy
>
>
>
>On 10/06/2014 03:10 PM, ZORAIDA HIDALGO SANCHEZ wrote:
>> Hi all,
>>
>> I know the subject is ugly but I don¹t really know how to call it.
>>
>> I am newbie with all this machine learning techniques and what I do most
>> of the time is to follow a ³try and error² approach. I now this method
>>has
>> some inconvenients but for now
>> is what I am able to do.
>>
>> I am working with text on a classification problem. My pipeline is:
>> TfidfVectorizer, feature selection with f_classif/Chi and the final
>> classifier(I have tried lot of different classifiers). Unfortunately,
>>the
>> results that I am getting are very poor. The measurement that I am using
>> is the AUC. The best result has been an AUC of 62(I have tried without
>> doing feature selection too).
>>
>> Using same dataset but using R I have obtain an AUC of 0.90. In the
>> process, I am using frequencies obtained with Scikit(I process the
>> frequencies using TfidfVectorizer and later I store the resulting
>>dataset
>> on a csv). No feature selection is used and  the classifier is a
>>logistic
>> regression:
>>
>>     out.glm.1 <- glm(equat, data=dataset[,c(input, target)],
>> family=binomial(link="logit²))
>>
>> Is there someone that could tell me how to ³replicate² this with Scikit?
>> And more, someone knows any resource ³easy to follow² where I can
>> understand the underlying implementation
>> on both libraries? In general, I found that Scikit has links to the
>>source
>> of the implementation(I mean, the original papers). On the other hand, I
>> found R documentation very difficult to follow(parameters explanation)
>>and
>> there aren¹t too much details on the implementation.
>>
>> Thanks in advance.
>>
>>
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